Read the differences, there is a lot of reviews about that. UT99, UT2004 no matter, both are legendary masterpieces and probably the most well balanced FPS game, not to mention the still active playerbase. The only thing that matter is your taste about the core gameplay. I prefer UT2004 because of the vehicles, and that's my taste. :)
UT99 is somehow harder to master than UT2004, at least I feel like that. Don't take me wrong UT2004 has a lot of place to come out with new tricks and such, but the weapons are closer to today's standard.
Actually the games are cheap yet their gameplay-value is over the top. Eventually you should get both games whenever you catch a discount. About the order, I suggest you something. If you're a hardcore FPS fan and really into multiplayer and community level duels, pick UT99 first. If you want to have fun by yourself or playing multiplayer matches with friends without serious take-on, pick UT2004.